[Gretl-devel] arima libretl/-x-12 contradicting results with no estimation

Dear all, script below illustrates the problem <hansl> nulldata 100 setobs 4 1994:1 --time-series set seed 13 include arima_sim.gfn series y = seas_cum(normal()) # case 1 arima 0 0 0; 0 1 0; y --nc eval $ess eval $T eval mean($uhat) eval {$uhat}'{$uhat} eval {$uhat}'{$uhat} - $ess eval max(abs(sdiff(x) - $uhat)) eval max(abs(x - $yhat - $uhat)) yhat1 = $yhat uhat1 = $uhat gnuplot y yhat1 --time-series --with-lines --single-yaxis --output=display ## here evething looks as it should be # case 2 arima 0 0 0; 0 1 0; y --nc --x-12-arima eval $ess eval $T eval mean($uhat) eval {$uhat}'{$uhat} eval {$uhat}'{$uhat} - $ess eval max(abs(sdiff(x) - $uhat)) eval max(abs(x - $yhat - $uhat)) yhat2 = $yhat uhat2 = $uhat gnuplot y yhat2 --time-series --with-lines --single-yaxis --output=display ## but not here <hansl> Oleh